Conditioning of the weak-constraint variational data assimilation problem for numerical weather prediction

4-Dimensional Variational Data Assimilation (4DVAR) assimilates observations through the minimisation of a least-squares objective function, which is constrained by the model flow. We refer to 4DVAR as strong-constraint 4DVAR (sc4DVAR) in this thesis as it assumes the model is perfect. Relaxing this assumption gives rise to weak-constraint 4DVAR (wc4DVAR), leading to a different minimisation problem with more degrees of freedom. We consider two wc4DVAR formulations in this thesis, the model error formulation and state estimation formulation. The 4DVAR objective function is traditionally solved using gradient-based iterative methods. The principle method used in Numerical Weather Prediction today is the Gauss-Newton approach. This method introduces a linearised `inner-loop' objective function, which upon convergence, updates the solution of the non-linear `outer-loop' objective function. This requires many evaluations of the objective function and its gradient, which emphasises the importance of the Hessian. The eigenvalues and eigenvectors of the Hessian provide insight into the degree of convexity of the objective function, while also indicating the difficulty one may encounter while iterative solving 4DVAR. The condition number of the Hessian is an appropriate measure for the sensitivity of the problem to input data. The condition number can also indicate the rate of convergence and solution accuracy of the minimisation algorithm. This thesis investigates the sensitivity of the solution process minimising both wc4DVAR objective functions to the internal assimilation parameters composing the problem. We gain insight into these sensitivities by bounding the condition number of the Hessians of both objective functions. We also precondition the model error objective function and show improved convergence. We show that both formulations' sensitivities are related to error variance balance, assimilation window length and correlation length-scales using the bounds. We further demonstrate this through numerical experiments on the condition number and data assimilation experiments using linear and non-linear chaotic toy models.

A Genetic Algorithm for the selection of structural MRI features for classification of Mild Cognitive Impairment and Alzheimer's Disease

This work investigates the problem of feature selection in neuroimaging features from structural MRI brain images for the classification of subjects as healthy controls, suffering from Mild Cognitive Impairment or Alzheimer’s Disease. A Genetic Algorithm wrapper method for feature selection is adopted in conjunction with a Support Vector Machine classifier. In very large feature sets, feature selection is found to be redundant as the accuracy is often worsened when compared to an Support Vector Machine with no feature selection. However, when just the hippocampal subfields are used, feature selection shows a significant improvement of the classification accuracy. Three-class Support Vector Machines and two-class Support Vector Machines combined with weighted voting are also compared with the former and found more useful. The highest accuracy achieved at classifying the test data was 65.5% using a genetic algorithm for feature selection with a three-class Support Vector Machine classifier.

Bio-inspired ant colony optimization based clustering algorithm with mobile sinks for applications in consumer home automation networks

With the fast development of wireless communications, ZigBee and semiconductor devices, home automation networks have recently become very popular. Since typical consumer products deployed in home automation networks are often powered by tiny and limited batteries, one of the most challenging research issues is concerning energy reduction and the balancing of energy consumption across the network in order to prolong the home network lifetime for consumer devices. The introduction of clustering and sink mobility techniques into home automation networks have been shown to be an efficient way to improve the network performance and have received significant research attention. Taking inspiration from nature, this paper proposes an Ant Colony Optimization (ACO) based clustering algorithm specifically with mobile sink support for home automation networks. In this work, the network is divided into several clusters and cluster heads are selected within each cluster. Then, a mobile sink communicates with each cluster head to collect data directly through short range communications. The ACO algorithm has been utilized in this work in order to find the optimal mobility trajectory for the mobile sink. Extensive simulation results from this research show that the proposed algorithm significantly improves home network performance when using mobile sinks in terms of energy consumption and network lifetime as compared to other routing algorithms currently deployed for home automation networks.

Sampling uncertainty in gridded sea surface temperature products and Advanced Very High Resolution Radiometer (AVHRR) Global Area Coverage (GAC) data

Sea surface temperature (SST) data are often provided as gridded products, typically at resolutions of order 0.05 degrees from satellite observations to reduce data volume at the request of data users and facilitate comparison against other products or models. Sampling uncertainty is introduced in gridded products where the full surface area of the ocean within a grid cell cannot be fully observed because of cloud cover. In this paper we parameterise uncertainties in SST as a function of the percentage of clear-sky pixels available and the SST variability in that subsample. This parameterisation is developed from Advanced Along Track Scanning Radiometer (AATSR) data, but is applicable to all gridded L3U SST products at resolutions of 0.05-0.1 degrees, irrespective of instrument and retrieval algorithm, provided that instrument noise propagated into the SST is accounted for. We also calculate the sampling uncertainty of ~0.04 K in Global Area Coverage (GAC) Advanced Very High Resolution Radiometer (AVHRR) products, using related methods.

Preconditioning 2D integer data for fast convex hull computations

In order to accelerate computing the convex hull on a set of n points, a heuristic procedure is often applied to reduce the number of points to a set of s points, s ≤ n, which also contains the same hull. We present an algorithm to precondition 2D data with integer coordinates bounded by a box of size p × q before building a 2D convex hull, with three distinct advantages. First, we prove that under the condition min(p, q) ≤ n the algorithm executes in time within O(n); second, no explicit sorting of data is required; and third, the reduced set of s points forms a simple polygonal chain and thus can be directly pipelined into an O(n) time convex hull algorithm. This paper empirically evaluates and quantifies the speed up gained by preconditioning a set of points by a method based on the proposed algorithm before using common convex hull algorithms to build the final hull. A speedup factor of at least four is consistently found from experiments on various datasets when the condition min(p, q) ≤ n holds; the smaller the ratio min(p, q)/n is in the dataset, the greater the speedup factor achieved.

A constrained recursive least squares algorithm for adaptive combination of multiple models

In this paper, we develop a novel constrained recursive least squares algorithm for adaptively combining a set of given multiple models. With data available in an online fashion, the linear combination coefficients of submodels are adapted via the proposed algorithm.We propose to minimize the mean square error with a forgetting factor, and apply the sum to one constraint to the combination parameters. Moreover an l1-norm constraint to the combination parameters is also applied with the aim to achieve sparsity of multiple models so that only a subset of models may be selected into the final model. Then a weighted l2-norm is applied as an approximation to the l1-norm term. As such at each time step, a closed solution of the model combination parameters is available. The contribution of this paper is to derive the proposed constrained recursive least squares algorithm that is computational efficient by exploiting matrix theory. The effectiveness of the approach has been demonstrated using both simulated and real time series examples.

Photometric redshifts and k-corrections for the Sloan Digital Sky Survey Data Release 7

We present a catalogue of galaxy photometric redshifts and k-corrections for the Sloan Digital Sky Survey Data Release 7 (SDSS-DR7), available on the World Wide Web. The photometric redshifts were estimated with an artificial neural network using five ugriz bands, concentration indices and Petrosian radii in the g and r bands. We have explored our redshift estimates with different training sets, thus concluding that the best choice for improving redshift accuracy comprises the main galaxy sample (MGS), the luminous red galaxies and the galaxies of active galactic nuclei covering the redshift range 0 < z < 0.3. For the MGS, the photometric redshift estimates agree with the spectroscopic values within rms = 0.0227. The distribution of photometric redshifts derived in the range 0 < z(phot) < 0.6 agrees well with the model predictions. k-corrections were derived by calibration of the k-correct_v4.2 code results for the MGS with the reference-frame (z = 0.1) (g - r) colours. We adopt a linear dependence of k-corrections on redshift and (g - r) colours that provide suitable distributions of luminosity and colours for galaxies up to redshift z(phot) = 0.6 comparable to the results in the literature. Thus, our k-correction estimate procedure is a powerful, low computational time algorithm capable of reproducing suitable results that can be used for testing galaxy properties at intermediate redshifts using the large SDSS data base.

The SARS algorithm: detrending CoRoT light curves with Sysrem using simultaneous external parameters

Surveys for exoplanetary transits are usually limited not by photon noise but rather by the amount of red noise in their data. In particular, although the CoRoT space-based survey data are being carefully scrutinized, significant new sources of systematic noises are still being discovered. Recently, a magnitude-dependant systematic effect was discovered in the CoRoT data by Mazeh et al. and a phenomenological correction was proposed. Here we tie the observed effect to a particular type of effect, and in the process generalize the popular Sysrem algorithm to include external parameters in a simultaneous solution with the unknown effects. We show that a post-processing scheme based on this algorithm performs well and indeed allows for the detection of new transit-like signals that were not previously detected.

Genetic algorithm inversion of the average 1D crustal structure using local and regional earthquakes

Knowing the best 1D model of the crustal and upper mantle structure is useful not only for routine hypocenter determination, but also for linearized joint inversions of hypocenters and 3D crustal structure, where a good choice of the initial model can be very important. Here, we tested the combination of a simple GA inversion with the widely used HYPO71 program to find the best three-layer model (upper crust, lower crust, and upper mantle) by minimizing the overall P- and S-arrival residuals, using local and regional earthquakes in two areas of the Brazilian shield. Results from the Tocantins Province (Central Brazil) and the southern border of the Sao Francisco craton (SE Brazil) indicated an average crustal thickness of 38 and 43 km, respectively, consistent with previous estimates from receiver functions and seismic refraction lines. The GA + HYPO71 inversion produced correct Vp/Vs ratios (1.73 and 1.71, respectively), as expected from Wadati diagrams. Tests with synthetic data showed that the method is robust for the crustal thickness, Pn velocity, and Vp/Vs ratio when using events with distance up to about 400 km, despite the small number of events available (7 and 22, respectively). The velocities of the upper and lower crusts, however, are less well constrained. Interestingly, in the Tocantins Province, the GA + HYPO71 inversion showed a secondary solution (local minimum) for the average crustal thickness, besides the global minimum solution, which was caused by the existence of two distinct domains in the Central Brazil with very different crustal thicknesses. (C) 2010 Elsevier Ltd. All rights reserved.

An incremental space to visualize dynamic data sets

In Information Visualization, adding and removing data elements can strongly impact the underlying visual space. We have developed an inherently incremental technique (incBoard) that maintains a coherent disposition of elements from a dynamic multidimensional data set on a 2D grid as the set changes. Here, we introduce a novel layout that uses pairwise similarity from grid neighbors, as defined in incBoard, to reposition elements on the visual space, free from constraints imposed by the grid. The board continues to be updated and can be displayed alongside the new space. As similar items are placed together, while dissimilar neighbors are moved apart, it supports users in the identification of clusters and subsets of related elements. Densely populated areas identified in the incSpace can be efficiently explored with the corresponding incBoard visualization, which is not susceptible to occlusion. The solution remains inherently incremental and maintains a coherent disposition of elements, even for fully renewed sets. The algorithm considers relative positions for the initial placement of elements, and raw dissimilarity to fine tune the visualization. It has low computational cost, with complexity depending only on the size of the currently viewed subset, V. Thus, a data set of size N can be sequentially displayed in O(N) time, reaching O(N (2)) only if the complete set is simultaneously displayed.

Evolutionary fuzzy clustering of relational data

This paper is concerned with the computational efficiency of fuzzy clustering algorithms when the data set to be clustered is described by a proximity matrix only (relational data) and the number of clusters must be automatically estimated from such data. A fuzzy variant of an evolutionary algorithm for relational clustering is derived and compared against two systematic (pseudo-exhaustive) approaches that can also be used to automatically estimate the number of fuzzy clusters in relational data. An extensive collection of experiments involving 18 artificial and two real data sets is reported and analyzed. (C) 2011 Elsevier B.V. All rights reserved.

Multi-objective clustering ensemble for gene expression data analysis

In this paper, we present an algorithm for cluster analysis that integrates aspects from cluster ensemble and multi-objective clustering. The algorithm is based on a Pareto-based multi-objective genetic algorithm, with a special crossover operator, which uses clustering validation measures as objective functions. The algorithm proposed can deal with data sets presenting different types of clusters, without the need of expertise in cluster analysis. its result is a concise set of partitions representing alternative trade-offs among the objective functions. We compare the results obtained with our algorithm, in the context of gene expression data sets, to those achieved with multi-objective Clustering with automatic K-determination (MOCK). the algorithm most closely related to ours. (C) 2009 Elsevier B.V. All rights reserved.

U-curve: A branch-and-bound optimization algorithm for U-shaped cost functions on Boolean lattices applied to the feature selection problem

This paper presents the formulation of a combinatorial optimization problem with the following characteristics: (i) the search space is the power set of a finite set structured as a Boolean lattice; (ii) the cost function forms a U-shaped curve when applied to any lattice chain. This formulation applies for feature selection in the context of pattern recognition. The known approaches for this problem are branch-and-bound algorithms and heuristics that explore partially the search space. Branch-and-bound algorithms are equivalent to the full search, while heuristics are not. This paper presents a branch-and-bound algorithm that differs from the others known by exploring the lattice structure and the U-shaped chain curves of the search space. The main contribution of this paper is the architecture of this algorithm that is based on the representation and exploration of the search space by new lattice properties proven here. Several experiments, with well known public data, indicate the superiority of the proposed method to the sequential floating forward selection (SFFS), which is a popular heuristic that gives good results in very short computational time. In all experiments, the proposed method got better or equal results in similar or even smaller computational time. (C) 2009 Elsevier Ltd. All rights reserved.

An all-substrings common subsequence algorithm

Given two strings A and B of lengths n(a) and n(b), n(a) <= n(b), respectively, the all-substrings longest common subsequence (ALCS) problem obtains, for every substring B` of B, the length of the longest string that is a subsequence of both A and B. The ALCS problem has many applications, such as finding approximate tandem repeats in strings, solving the circular alignment of two strings and finding the alignment of one string with several others that have a common substring. We present an algorithm to prepare the basic data structure for ALCS queries that takes O(n(a)n(b)) time and O(n(a) + n(b)) space. After this preparation, it is possible to build that allows any LCS length to be retrieved in constant time. Some trade-offs between the space required and a matrix of size O(n(b)(2)) the querying time are discussed. To our knowledge, this is the first algorithm in the literature for the ALCS problem. (C) 2007 Elsevier B.V. All rights reserved.

qtl.outbred: Interfacing outbred line cross data with the R/qtl mapping software

Background qtl.outbred is an extendible interface in the statistical environment, R, for combining quantitative trait loci (QTL) mapping tools. It is built as an umbrella package that enables outbred genotype probabilities to be calculated and/or imported into the software package R/qtl. Findings Using qtl.outbred, the genotype probabilities from outbred line cross data can be calculated by interfacing with a new and efficient algorithm developed for analyzing arbitrarily large datasets (included in the package) or imported from other sources such as the web-based tool, GridQTL. Conclusion qtl.outbred will improve the speed for calculating probabilities and the ability to analyse large future datasets. This package enables the user to analyse outbred line cross data accurately, but with similar effort than inbred line cross data.